Neeraj Paper GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.99% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1224 | 13.36 | |
| 0.1005 | 6.82 | |
| 0.8692 | 179.65 | |
| 0.0153 | 0.50 |
Estimation Period:
Nov 11, 2015 to Jan 16, 2026
Nov 11, 2015 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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